-27.7%
BABA vs LTH
+155.3%
-183.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.5% |
| 7D | +8.6% | +5.3% | +3.3% | +7.2% |
| 30D | -1.1% | +18.3% | -19.3% | -5.2% |
| 3M | -15.9% | +5.4% | -21.3% | -17.3% |
| 6M | -17.5% | +62.5% | -80.1% | -28.1% |
| YTD | -25.6% | +79.6% | -105.2% | -37.2% |
| 1Y | -33.8% | +88.1% | -122.0% | -45.0% |
| 3Y | +34.6% | +272.5% | -237.9% | -12.1% |
| 5Y | -27.7% | +146.1% | -173.8% | -56.1% |
| All | -27.7% | +155.3% | -183.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling